+3.6%
WBD vs DD
+56.1%
-52.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.7% | -3.5% | +2.8% | +1.5% |
| 30D | +1.4% | -11.7% | +13.1% | +9.4% |
| 3M | +4.4% | -9.2% | +13.6% | +10.0% |
| 6M | +0.8% | -7.2% | +8.0% | +3.1% |
| YTD | -2.7% | +6.6% | -9.3% | -10.9% |
| 1Y | +73.4% | +32.0% | +41.4% | +34.5% |
| 3Y | +142.1% | +42.1% | +100.0% | +74.0% |
| All | +3.6% | +56.1% | -52.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling